What server app are you running? IIS (Windows) or Apache (Linux)? web.config is for IIS, .htaccess is for Apache. I’m going to assume Windows because WP should know the difference. You are not supposed to alter any files, rather prevent the web.config file from being writable. A writable web.config file is a security risk.
I’m sorry but I don’t know how write permissions are managed in Windows. In Linux we would chmod 444 web.config. Now you just need to find out how to do so in Windows. At least you know now what needs to be done. I hope this is of some help.
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